Details about Eric Mark Aldrich

Access statistics for papers by Eric Mark Aldrich.

Last updated 2017-02-18. Update your information in the RePEc Author Service.

Short-id: pal373

Working Papers

2014

1. A Compound Multifractal Model for High-Frequency Asset Returns
   BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory
   Also in Papers, arXiv.org (2014)

2012

2. Trading Volume in General Equilibrium with Complete Markets
   2012 Meeting Papers, Society for Economic Dynamics View citations (5)

2010

3. Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
   Working Papers, Duke University, Department of Economics View citations (8)
4. Habit, Long-Run Risks, Prospect? A Statistical Inquiry
   Working Papers, Duke University, Department of Economics
   See also Journal Article in The Journal of Financial Econometrics (2011)
5. Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
   Working Papers, Duke University, Department of Economics
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (6)
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010)
   See also Journal Article in Journal of Economic Dynamics and Control (2011)

Journal Articles

2016

1. A compound duration model for high-frequency asset returns
   Journal of Empirical Finance, 2016, 39, (PA), 105-128 View citations (1)

2011

2. Habit, Long-Run Risks, Prospect? A Statistical Inquiry
   The Journal of Financial Econometrics, 2011, 9, (4), 589-618 View citations (8)
   See also Working Paper (2010)
3. Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors
   Journal of Economic Dynamics and Control, 2011, 35, (3), 386-393 View citations (51)
   See also Working Paper (2010)

2006

4. Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center: The Regime-Switching SpaceTime Method
   Journal of the American Statistical Association, 2006, 101, 968-979 View citations (64)

2005

5. Do People Value Racial Diversity? Evidence from Nielsen Ratings
   The B.E. Journal of Economic Analysis & Policy, 2005, 5, (1), 1-24 View citations (17)